48 citations · 88 across the 24 of their papers we have counts for
6 papers · 1 filter
Evaluating HWE and Association in Genome Wide Association Studies: A Unified Procedure
Stefan Böhringer, Hajo Holzmann
In genome wide association studies (GWASs) based on a case-control design, single nucleotide polymorphisms (SNPs) are typically evaluated for an association test and a Hardy-Weinbe…
Lancaster correlation -- a new dependence measure linked to maximum correlation
Hajo Holzmann, Bernhard Klar
We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correl…
Using Proxies to Improve Forecast Evaluation
Hajo Holzmann, Bernhard Klar
Comparative evaluation of forecasts of statistical functionals relies on comparing averaged losses of competing forecasts after the realization of the quantity , on which the fu…
Weighted scoring rules and hypothesis testing
Hajo Holzmann, Bernhard Klar
We discuss weighted scoring rules for forecast evaluation and their connection to hypothesis testing. First, a general construction principle for strictly locally proper weighted s…
Expectile Asymptotics
Hajo Holzmann, Bernhard Klar
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment,…
Nonparametric Identification in Panels using Quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein +2
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest a…